Instructions
Go to GameShark.com (see link under Resources) and select the Game Boy Advance from the "Channels" list located on the left side of the page. Browse through the alphabetized games and select "Pokemon Emerald." Write down any cheat codes you wish to add to your Visual Boy Advance's GameShark Cheats List.
Set up your GameShark by turning on Visual Boy Advance and selecting the game ROM you would like to play. On the top of the VBA menu, select "Cheats," scroll down to the "Cheats List" option, and select it. Scroll down to the bottom of the Cheats List and select "GameShark."
Add cheat codes to your GameShark Cheats List. Pokemon Emerald will already be selected as the game. Select "Add New Cheat." Enter a Cheat description and then enter in the Cheat Code you copied from the website. Repeat this process until you have entered all the cheats you copied down.
Use your D-pad to navigate the cheat descriptions and select which cheats you wish to utilize in your game. Start your game.